+213.4%
RSP vs LDOS
+248.5%
-35.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.4% |
| 7D | -1.0% | -7.2% | +6.2% | +1.4% |
| 30D | +2.6% | +16.8% | -14.3% | -3.0% |
| 3M | -0.8% | -1.6% | +0.8% | -0.7% |
| 6M | +6.3% | -1.0% | +7.3% | +5.4% |
| YTD | +14.1% | -25.8% | +39.9% | +24.3% |
| 1Y | +18.0% | -31.1% | +49.1% | +32.1% |
| 3Y | +61.0% | +32.8% | +28.2% | +33.2% |
| 5Y | +45.6% | +49.4% | -3.8% | +11.7% |
| All | +213.4% | +248.5% | -35.1% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling